Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 1.08% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 63'199 | 52'693 | 60'517 CHF | 51'069 CHF | 99.61% | 99.61% |
19.11.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 58'777 | 52'699 | 58'077 CHF | 52'745 CHF | 99.53% | 99.53% |
18.11.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 63'198 | 52'686 | 60'353 CHF | 50'831 CHF | 99.62% | 99.62% |
15.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 60'756 | 58'124 | 64'416 CHF | 62'136 CHF | 98.71% | 98.71% |
14.11.2024 | 1.05% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 60'743 | 53'530 | 60'680 CHF | 54'234 CHF | 84.07% | 84.07% |
13.11.2024 | 1.22% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 65'289 | 53'409 | 55'582 CHF | 46'079 CHF | 97.09% | 97.09% |
12.11.2024 | 1.33% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 71'026 | 52'726 | 57'602 CHF | 43'476 CHF | 99.48% | 99.48% |
11.11.2024 | 1.71% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 81'624 | 52'682 | 51'764 CHF | 33'906 CHF | 99.64% | 99.64% |
08.11.2024 | 1.86% | 0.56 CHF | 0.57 CHF | 90'000 | 25'000 | 90'666 | 24'866 | 52'273 CHF | 14'620 CHF | 58.86% | 58.86% |
07.11.2024 | 1.92% | 0.47 CHF | 0.55 CHF | 110'000 | 50'000 | 92'216 | 45'889 | 52'059 CHF | 26'307 CHF | 63.03% | 88.23% |